NYMEX Natural Gas Future September 2014
Trading Metrics calculated at close of trading on 11-Mar-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Mar-2014 |
11-Mar-2014 |
Change |
Change % |
Previous Week |
Open |
4.554 |
4.605 |
0.051 |
1.1% |
4.626 |
High |
4.661 |
4.628 |
-0.033 |
-0.7% |
4.640 |
Low |
4.539 |
4.536 |
-0.003 |
-0.1% |
4.443 |
Close |
4.594 |
4.559 |
-0.035 |
-0.8% |
4.580 |
Range |
0.122 |
0.092 |
-0.030 |
-24.6% |
0.197 |
ATR |
0.133 |
0.130 |
-0.003 |
-2.2% |
0.000 |
Volume |
6,525 |
6,321 |
-204 |
-3.1% |
19,957 |
|
Daily Pivots for day following 11-Mar-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4.850 |
4.797 |
4.610 |
|
R3 |
4.758 |
4.705 |
4.584 |
|
R2 |
4.666 |
4.666 |
4.576 |
|
R1 |
4.613 |
4.613 |
4.567 |
4.594 |
PP |
4.574 |
4.574 |
4.574 |
4.565 |
S1 |
4.521 |
4.521 |
4.551 |
4.502 |
S2 |
4.482 |
4.482 |
4.542 |
|
S3 |
4.390 |
4.429 |
4.534 |
|
S4 |
4.298 |
4.337 |
4.508 |
|
|
Weekly Pivots for week ending 07-Mar-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5.145 |
5.060 |
4.688 |
|
R3 |
4.948 |
4.863 |
4.634 |
|
R2 |
4.751 |
4.751 |
4.616 |
|
R1 |
4.666 |
4.666 |
4.598 |
4.610 |
PP |
4.554 |
4.554 |
4.554 |
4.527 |
S1 |
4.469 |
4.469 |
4.562 |
4.413 |
S2 |
4.357 |
4.357 |
4.544 |
|
S3 |
4.160 |
4.272 |
4.526 |
|
S4 |
3.963 |
4.075 |
4.472 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
4.661 |
4.477 |
0.184 |
4.0% |
0.108 |
2.4% |
45% |
False |
False |
4,652 |
10 |
4.661 |
4.423 |
0.238 |
5.2% |
0.120 |
2.6% |
57% |
False |
False |
5,510 |
20 |
4.843 |
4.423 |
0.420 |
9.2% |
0.135 |
3.0% |
32% |
False |
False |
5,351 |
40 |
4.843 |
3.998 |
0.845 |
18.5% |
0.118 |
2.6% |
66% |
False |
False |
4,837 |
60 |
4.843 |
3.923 |
0.920 |
20.2% |
0.102 |
2.2% |
69% |
False |
False |
3,838 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5.019 |
2.618 |
4.869 |
1.618 |
4.777 |
1.000 |
4.720 |
0.618 |
4.685 |
HIGH |
4.628 |
0.618 |
4.593 |
0.500 |
4.582 |
0.382 |
4.571 |
LOW |
4.536 |
0.618 |
4.479 |
1.000 |
4.444 |
1.618 |
4.387 |
2.618 |
4.295 |
4.250 |
4.145 |
|
|
Fisher Pivots for day following 11-Mar-2014 |
Pivot |
1 day |
3 day |
R1 |
4.582 |
4.599 |
PP |
4.574 |
4.585 |
S1 |
4.567 |
4.572 |
|